open .stl file with blender
Assosiating STL with Blender no longer works, you have to use File -> Import -> STL now.

This is because STL used to be written in C and loaded the same way *.blend files were, but now its an addon.

Note, its possible to make a shell script or batch file which you can assosiate STL with, that calls blender with the addon, though this isnt completely straightforward and will require some small Python snippet to run the importer.